+82.2%
TEL vs MTSI
+221.5%
-139.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +5.6% | +29.1% | -23.6% | -1.4% |
| 30D | +0.9% | -20.4% | +21.3% | +5.6% |
| 3M | +2.1% | -20.9% | +23.0% | +6.3% |
| 6M | +2.7% | -32.3% | +35.0% | +9.9% |
| YTD | -3.2% | +43.5% | -46.7% | -18.3% |
| 1Y | -10.6% | +43.8% | -54.4% | -24.6% |
| All | +82.2% | +221.5% | -139.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling